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A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad - In: The journal of futures markets 11 (1991) 5, pp. 613-621
Persistent link: https://www.econbiz.de/10001110863
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Stock market volatility and macroeconomic variables : international evidence
Najand, Mohammad - In: Journal of multinational financial management 1 (1991) 3, pp. 51-66
Persistent link: https://www.econbiz.de/10001122033
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Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad - In: The journal of futures markets 12 (1992) 6, pp. 609-620
Persistent link: https://www.econbiz.de/10001133909
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State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
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Volatility of exchange rates, interest rates, and stock returns
Najand, Mohammad - In: Journal of multinational financial management 2 (1992) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001142808